Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.339077 0.371321 0.406567 0.448188 0.496296 0.550531 0.616828
2025-06-01 0.298628 0.339970 0.387862 0.448158 0.523094 0.614614 0.737203
2025-06-08 0.277913 0.326158 0.384694 0.462400 0.565176 0.700061 0.897091
2025-06-15 0.258091 0.310085 0.375498 0.466114 0.592337 0.768630 1.047234
2025-06-22 0.239848 0.293581 0.363174 0.463015 0.608303 0.822541 1.186296
2025-06-29 0.224864 0.279623 0.352333 0.459885 0.622635 0.874932 1.333843
2025-07-06 0.208586 0.262464 0.335358 0.445737 0.617943 0.895812 1.430984
2025-07-13 0.201202 0.256727 0.333543 0.453191 0.647003 0.975948 1.658795
2025-07-20 0.194292 0.251026 0.331112 0.459129 0.673921 1.056658 1.913322
2025-07-27 0.185808 0.242458 0.323720 0.456376 0.685500 1.110932 2.128438
2025-08-03 0.179419 0.236463 0.319630 0.458340 0.705251 1.184235 2.417054
2025-08-10 0.169430 0.224618 0.305859 0.443115 0.691962 1.188010 2.526396
2025-08-17 0.159368 0.212400 0.291152 0.425772 0.673984 1.181465 2.613834
2025-08-24 0.154252 0.207317 0.287222 0.426407 0.690170 1.252576 2.967645
2025-08-31 0.152360 0.206957 0.290631 0.439950 0.733243 1.394916 3.646250
2025-09-07 0.148520 0.203377 0.288590 0.443535 0.756610 1.496014 4.260166
2025-09-14 0.143702 0.198026 0.283310 0.440709 0.766060 1.563986 4.799947
2025-09-21 0.139217 0.192983 0.278238 0.437820 0.774971 1.632980 5.416028
2025-09-28 0.133143 0.185172 0.268131 0.424651 0.759452 1.629807 5.663890
2025-10-05 0.131048 0.183620 0.268510 0.431601 0.790591 1.771887 6.919257
2025-10-12 0.128820 0.181740 0.268196 0.437133 0.819243 1.916191 8.466450
2025-10-19 0.125384 0.177746 0.263996 0.434570 0.828002 1.998942 9.740298
2025-10-26 0.122844 0.175117 0.262047 0.436399 0.847963 2.127502 11.774642